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PPA

Parametric Portfolio Associates Portfolio holdings

AUM $190B
1-Year Est. Return 18.52%
This Fund
S&P 500
This Quarter Est. Return
+6.79%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$36.8B
AUM Growth
+$2.54B
Cap. Flow
+$503M
Cap. Flow %
1.36%
Top 10 Hldgs %
10.97%
Holding
3,915
New
199
Increased
2,306
Reduced
1,272
Closed
92

Top Buys

Rank Stock Value
1
TFCFA
Twenty-First Century Fox, Inc. Class A
TFCFA
+$78.4M
2
VOO icon
Vanguard S&P 500 ETF
VOO
+$57.3M
3
VWO icon
Vanguard FTSE Emerging Markets ETF
VWO
+$38.5M
4
IWO icon
iShares Russell 2000 Growth ETF
IWO
+$37.7M
5
MWE
MARKWEST ENERGY PARTNERS, LP
MWE
+$35M

Top Sells

Rank Stock Value
1
FON
SPRINT CORP FON COM
FON
+$43.2M
2
IWN icon
iShares Russell 2000 Value ETF
IWN
+$37M
3
NWSA icon
News Corp Class A
NWSA
+$28.1M
4
EPB
EL PASO PIPELINE PARTNERS, L.P. COM UNITS REPSTG LTD PART
EPB
+$21.9M
5
ORCL icon
Oracle
ORCL
+$14.8M

Sector Composition

Rank Sector Weight
1 Financials 14.31%
2 Technology 11.95%
3 Healthcare 11.06%
4 Energy 9.41%
5 Industrials 9.38%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
STEL
1926
DELISTED
STELLARONE CORPORATION COM
STEL
$1.62M ﹤0.01%
71,882
+7,724
+12% +$165K
MFC icon
1927
Manulife Financial
MFC
$74.2B
$1.62M ﹤0.01%
97,614
+19,294
+25% +$329K
BH icon
1928
Biglari Holdings Class B
BH
$1.18B
$1.61M ﹤0.01%
6,309
+371
+6% +$93.4K
NZT
1929
DELISTED
TELECOM CORP NEW ZEALAND ADS (EACH REPRESENTING 5 ORD SHS)
NZT
$1.61M ﹤0.01%
168,961
+15,305
+10% +$146K
RPXC
1930
DELISTED
RPX Corporation
RPXC
$1.61M ﹤0.01%
91,718
+19,693
+27% +$336K
GFIG
1931
DELISTED
GFI GROUP INC
GFIG
$1.6M ﹤0.01%
406,241
+20,470
+5% +$83.5K
ITRI icon
1932
Itron
ITRI
$4.75B
$1.6M ﹤0.01%
37,460
+5,135
+16% +$210K
MIG
1933
DELISTED
MEADOWBROOK INSURANCE GRP INC
MIG
$1.6M ﹤0.01%
246,688
-8,435
-3% -$60.2K
GNRC icon
1934
Generac Holdings
GNRC
$11.5B
$1.6M ﹤0.01%
37,490
+595
+2% +$24.7K
ST icon
1935
Sensata Technologies
ST
$6.8B
$1.59M ﹤0.01%
41,663
+10,631
+34% +$398K
CENTA icon
1936
Central Garden & Pet Co Class A
CENTA
$2.44B
$1.59M ﹤0.01%
290,751
-33,667
-10% -$184K
NTGR icon
1937
NETGEAR
NTGR
$663M
$1.59M ﹤0.01%
51,576
-15,314
-23% -$470K
MPWR icon
1938
Monolithic Power Systems
MPWR
$63B
$1.59M ﹤0.01%
52,553
+2,312
+5% +$65K
BAS
1939
DELISTED
Basis Energy Services, Inc.
BAS
$1.59M ﹤0.01%
221
+33
+18% +$239K
TESO
1940
DELISTED
Tesco Corp
TESO
$1.59M ﹤0.01%
95,919
+3,401
+4% +$50.8K
AMKR icon
1941
Amkor Technology
AMKR
$11.3B
$1.58M ﹤0.01%
370,292
+48,267
+15% +$207K
AXON
1942
Axon Enterprise
AXON
$44.1B
$1.58M ﹤0.01%
106,525
+829
+0.8% +$8.9K
CTRN icon
1943
Citi Trends
CTRN
$559M
$1.58M ﹤0.01%
90,598
+8,283
+10% +$131K
SEM
1944
DELISTED
Select Medical
SEM
$1.58M ﹤0.01%
363,906
+20,782
+6% +$95K
AIMC
1945
DELISTED
Altra Industrial Motion Corp
AIMC
$1.58M ﹤0.01%
58,733
+5,962
+11% +$160K
SPLK
1946
DELISTED
Splunk Inc
SPLK
$1.58M ﹤0.01%
26,266
+2,961
+13% +$158K
CMCO icon
1947
Columbus McKinnon
CMCO
$467M
$1.57M ﹤0.01%
65,562
+771
+1% +$17.7K
PRGS icon
1948
Progress Software
PRGS
$1.66B
$1.57M ﹤0.01%
60,918
+16,686
+38% +$419K
HL icon
1949
Hecla Mining
HL
$9.76B
$1.57M ﹤0.01%
501,388
-57,822
-10% -$189K
IONS icon
1950
Ionis Pharmaceuticals
IONS
$9.14B
$1.57M ﹤0.01%
41,941
-11,838
-22% -$354K
76 77
78
79 80

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AF
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MCM
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PSUF
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IA
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SCC
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BAM
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Parametric Portfolio Associates's Q3 2013 Portfolio in Review

As of Q3 2013, Parametric Portfolio Associates held 3,915 positions worth $36.8B, up 7.4% from $34.3B the previous quarter. Its ten largest holdings account for 11% of the portfolio.

Parametric Portfolio Associates's Q3 2013 filing shows 199 new, 2,306 increased, 1,272 reduced and 92 closed positions. Its largest new stake was Twenty-First Century Fox, Inc. Class A: 2,489,762 shares worth $83.4M. The largest sale was SPRINT CORP FON COM, an estimated $43.2M.

By sector, the portfolio is most concentrated in Financials at 14% of assets, down from 15% a quarter earlier, followed by Technology and Healthcare.

  • Parametric Portfolio Associates's largest Q3 2013 buy was Twenty-First Century Fox, Inc. Class A: 2,489,762 shares worth $83.4M.
  • Parametric Portfolio Associates added most to Vanguard S&P 500 ETF in Q3 2013, an estimated $57.3M increase.
  • Parametric Portfolio Associates's biggest Q3 2013 reduction was iShares Russell 2000 Value ETF, cutting an estimated $37M.
  • Parametric Portfolio Associates fully exited SPRINT CORP FON COM in Q3 2013, selling an estimated $43.2M.
  • Parametric Portfolio Associates's ten largest holdings make up 11% of its $36.8B portfolio in Q3 2013.
  • Parametric Portfolio Associates opened 199 new positions and closed 92 in Q3 2013.
  • Parametric Portfolio Associates's portfolio value rose 7.4% quarter-over-quarter to $36.8B.

Based on Parametric Portfolio Associates's 13F filing for Q3 2013, filed 18 Oct 2013.